+303.5%
EWY vs VSH
+196.4%
+107.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.1% | -2.9% | +0.8% |
| 7D | -0.1% | +4.8% | -4.8% | -1.9% |
| 30D | +7.3% | -0.7% | +8.0% | +7.5% |
| 3M | -5.1% | -43.1% | +37.9% | +16.9% |
| 6M | +42.1% | +91.8% | -49.7% | +11.3% |
| YTD | +94.1% | +131.6% | -37.5% | +41.9% |
| 1Y | +147.8% | +118.1% | +29.7% | +83.8% |
| 3Y | +222.9% | +40.9% | +182.0% | +166.7% |
| 5Y | +150.6% | +75.8% | +74.9% | +84.0% |
| All | +303.5% | +196.4% | +107.1% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling